On the exchange of intersection and supremum of σ-fields in filtering theory
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11856-012-0045-9.pdf
Reference33 articles.
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3. A. Budhiraja, Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter, Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 39 (2003), 919–941.
4. O. Cappé, E. Moulines and T. Rydén, Inference in Hidden Markov Models, Springer Series in Statistics, Springer, New York, 2005.
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